Anic Equity¶

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Total return since start: 0.736 %¶

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Equity now: -----------------------------> 53035.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 33197.76 Kr¶

PnL: ---------------------------------------> -51.41 Kr¶

DD now: ---------------------------------> -0.16 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:21:26.830487'

Anic Portfolio¶

Today¶

Return: -0.058 %¶

This Week¶

Return: -0.058 %¶

Total¶

Return: 73.624 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.870000 3918.000000 12.000000 0.310000 3906.000000
Lundin Gold 7 2.030000 982.800000 11.200000 1.150000 971.600000
BHG Group 49 -1.870000 644.350000 6.860000 1.080000 637.490000
Indutrade 5 1.030000 1322.500000 5.500000 0.420000 1317.000000
NCC B 7 1.790000 656.250000 4.550000 0.700000 651.700000
Xvivo Perfusion 3 0.000000 847.500000 4.500000 0.530000 843.000000
Ambea 68 2.530000 2533.680000 2.720000 0.110000 2530.960000
SynAct Pharma 9 2.280000 645.300000 2.700000 0.420000 642.600000
Latour B 2 0.940000 450.000000 1.600000 0.360000 448.400000
SCA A 4 -0.530000 600.000000 1.600000 0.270000 598.400000
Sdiptech B 3 1.940000 820.200000 0.000000 0.000000 820.200000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Addtech B 3 1.930000 698.400000 0.000000 0.000000 698.400000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Humana 40 1.080000 671.200000 -0.800000 -0.120000 672.000000
Biotage 4 -0.270000 600.000000 -0.800000 -0.130000 600.800000
Fortnox 10 -0.660000 664.400000 -1.200000 -0.180000 665.600000
Creades A 7 0.810000 607.250000 -1.400000 -0.230000 608.650000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Lime Technologies 2 6.310000 590.000000 -2.000000 -0.340000 592.000000
Embracer Group B 26 1.300000 655.980000 -3.640000 -0.550000 659.620000
BONESUPPORT HOLDING 10 0.910000 1217.000000 -4.000000 -0.330000 1221.000000
Volati 5 1.250000 569.000000 -4.000000 -0.700000 573.000000
Investor A 16 -0.450000 3531.200000 -4.800000 -0.140000 3536.000000
NCC A 6 -0.610000 590.400000 -7.200000 -1.200000 597.600000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 33197.760000 -51.410000 -0.15992% 33249.170000

Updated:¶

'2023-06-07 16:21:43.386257'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶